+3,259.9%
CVNA vs FTV
+49.1%
+3,210.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.6% |
| 7D | +0.7% | -4.5% | +5.2% | +5.7% |
| 30D | +7.4% | -7.1% | +14.4% | +16.0% |
| 3M | +12.7% | -7.2% | +19.9% | +20.8% |
| 6M | +17.9% | -1.5% | +19.4% | +18.0% |
| YTD | -11.6% | +3.5% | -15.1% | -18.3% |
| 1Y | +0.8% | +20.3% | -19.6% | -23.0% |
| 3Y | +633.4% | -3.1% | +636.6% | +627.2% |
| 5Y | +13.5% | +2.3% | +11.1% | +12.1% |
| All | +3,259.9% | +49.1% | +3,210.8% | +2,178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling